Drilling into concrete lintel to put up Roman blinds

Clueless DIYer here. I’m trying to put up Roman blinds in my living room, outside the window rather than inside.

I’ve drilled through the first few centimetres, but then get to a solid part I can’t get through. I assume this is a concrete lintel.

I need to get past it to put the rawl plugs in so I can fit the rail.

Drilling into a lintel seems like a bad idea, what with it holding up the wall and everything.

Two questions:

1. Is it ok to drill into a concrete lintel or should I stick a wooden plinth on top and use that to hang the blind?

2. If it is ok to drill a little way into a concrete lintel, how come my combi drill and masonry bit aren’t making a dent?

 

Thank you! Trip to screwfix it is then!